+6,610.0%
AXP vs EIX
+1,083.9%
+5,526.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.1% | -19.1% | +17.0% | +3.1% |
| 30D | -6.5% | -16.9% | +10.4% | -2.6% |
| 3M | +4.6% | -20.0% | +24.7% | +10.1% |
| 6M | +5.4% | -21.3% | +26.7% | +11.2% |
| YTD | -11.1% | -1.7% | -9.4% | -13.1% |
| 1Y | -0.3% | +9.6% | -9.9% | -6.2% |
| 3Y | +111.6% | -3.7% | +115.3% | +103.8% |
| 5Y | +117.6% | +22.6% | +95.0% | +92.0% |
| 10Y | +474.1% | +17.7% | +456.4% | +396.5% |
| All | +6,610.0% | +1,083.9% | +5,526.1% | +2,266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling